+214.8%
B vs P
+652.0%
-437.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.5% |
| 7D | -7.3% | +11.6% | -18.9% | -8.1% |
| 30D | -3.3% | -23.7% | +20.3% | -1.6% |
| 3M | -7.8% | -8.0% | +0.2% | -7.8% |
| 6M | -15.5% | +27.9% | -43.5% | -18.4% |
| YTD | -12.3% | +61.2% | -73.4% | -16.9% |
| 1Y | +5.4% | +28.6% | -23.2% | +1.0% |
| 3Y | +165.5% | +200.5% | -34.9% | +136.2% |
| 5Y | +107.0% | +282.9% | -175.9% | +79.7% |
| All | +214.8% | +652.0% | -437.2% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling